Nokia Music, a solid alternative to Zune, especially where Microsoft's own music services are not offered, has been ripped by some folks at XDA. The file can be sideloaded on to any developer unlocked device and run just like any other app thereafter.
But for our US friends: don't bother. While the app launches, the whole music-streaming aspect aka the main point, is non-existent for our region. This probably has to do with Nokia and licensing, with the the Finnish company not-yet securing a deal here in the U.S.. And since there are no Nokia Windows Phones here just yet, that makes sense. It's a curious question though if/when Nokia does launch phones here whether we'll have access to Nokia Music--nothing is guaranteed in that regard.
And since we don't want to irk Nokia too much, we'll leave it to you to find the XAP file if you really want it.